Add work profile to generic Android 9 device?
You're confusing "Work Profile" with Android for Work MobiControl Profiles. Work Profile is a form of Android Enterprise Management wherein the agent or DPC (Device Policy Controller) only manages a small sandboxed container on the device called a Work Profile. This is a management style suited to a BYOD use case where knowledge workers bring their own devices into a corporate environment and manually enroll in a corporate MDM in order to be provisioned with basic configurations within the Work Profile container.
Work Managed (Device Owner) is a different concept of Android Enterprise management that enables the DPC (MobiControl) to take over full control of the device from a configuration standpoint. AEDO management utilizes the exact same agent as AEPO (Profile Owner) management but the difference in management is dictated by the enrollment method that is used. AEDO requires that the device start from a completely factory default state and the enrollment needs to occur via one of the standard mechanisms like NFC, QR, DPC Identifier, ZTE, or StageNow (Zebra Only). If you manually navigate to the agent in the Play Store and install it you are following a BYOD Work Profile enrollment strategy and that will always end up with the state that you're in. If you want to be able to comprehensively manage the device and take full advantage of all of the configuration options in MobiControl including the AFW (Now Android Enterprise) Profiles then you need to Factory Reset your devices and try again with one of the other enrollment methods.
I also suggest you read up on some background if you don't already understand these concepts. Android Enterprise and DO vs. PO, Work Managed vs. Work Profile, etc. are concepts that extend beyond MobiControl.